Dimitrios I. Vortelinos

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Dimitrios I. Vortelinos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. Andrew J. Patton
  3. Ole E. Barndorff-Nielsen
  4. Tim Bollerslev
  5. Robert F. Engle
  6. N. Shephard
  7. Fulvio Corsi
  8. P. R. Hansen
  9. Jushan Bai
  10. F. Bandi

Papers from Dimitrios I. Vortelinos's perspective

Ordered by how strongly the researchers Dimitrios I. Vortelinos trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Simple Long Memory Model of Realized Volatility
  3. Separating Microstructure Noise from Volatility
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. The distribution of realized stock return volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  9. A Reality Check for Data Snooping
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers